-99.9%
AMIX vs FICO
-41.6%
-58.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -2.4% |
| 7D | -25.1% | +0.4% | -25.5% | -25.2% |
| 30D | -54.5% | +1.7% | -56.2% | -54.6% |
| 3M | -91.7% | -33.0% | -58.7% | -91.3% |
| 6M | -79.4% | -33.9% | -45.6% | -77.8% |
| YTD | -86.1% | -58.5% | -27.5% | -84.0% |
| 1Y | -91.6% | -56.4% | -35.2% | -90.3% |
| All | -99.9% | -41.6% | -58.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling